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= 1. A stock currently has price $ 100. (a) Consider a call option with strike price K $100. The option is European style and

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= 1. A stock currently has price $ 100. (a) Consider a call option with strike price K $100. The option is European style and will mature in 3 months. The annual interest rate is 4%. What is the minimum current price of this option? (b) Suppose the price of the call option in part (a) is $5. What is the current price of a put option written on the same stock, with the same strike price and same maturity date

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